Journal of Korean Society of Industrial and Systems Engineering (산업경영시스템학회지)

Society of Korea Industrial and System Engineering (한국산업경영시스템학회)
권호 표지

Adaptive Exponentially Weighted Moving Average Control Chart Using a Kalman Filter

칼만필터를 적용한 Adaptive EWMA관리도

  • 김양호 (아주대학교 대학원 산업공학과) ;
  • 정윤성 (아주대학교 대학원 산업공학과) ;
  • 김광섭 (아주대학교 산업공학과)
  • Published : 1993.11.01
Download PDF
⟨ Previous Next ⟩

Abstract

In this paper, two adaptive exponentially weighted moving avenge control chart schemes which available for real-time are proposed. The weighting coefficient is estimated using a recursive kalman filter algorithm. Simulated average run lengths indicate the proposed schemes are sensitive to process shifts And their performance is comparable to CUSUM control chart and customary EWMA control chart.

Keywords